-64.3%
NIO vs EQNR
+72.8%
-137.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | -2.9% | +6.4% | -9.3% | -4.1% |
| 30D | -18.7% | +10.4% | -29.1% | -20.4% |
| 3M | -29.4% | +23.1% | -52.5% | -32.7% |
| 6M | -32.5% | +36.3% | -68.8% | -38.6% |
| YTD | -27.6% | +96.0% | -123.6% | -41.8% |
| 1Y | -39.2% | +94.2% | -133.4% | -51.1% |
| 3Y | -64.3% | +75.3% | -139.5% | -71.4% |
| All | -64.3% | +72.8% | -137.1% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling